Re: st: RE: nonparametric tests for variance

[Marcello Pagano <pagano@hsph.harvard.edu>]

Is the obvious too simplistic?:
remove the means--now you have a mean zero variable.
Square it. 
Now check the mean(s) of the squared variable.

m.p.

Hyun Yoon wrote:


> Hi Nick,
>
> Thank you very much for the response.  I'll look at
> the Miller citation.
>
> Regarding your query, here's a brief context to my
> problem.  I am trying to measure the effect of a legal
> rule allowing pre-trial offers.  I look at a period of
> 1990-2000, where Nevada changed its law in 1995, and
> the neighboring states did not.  Using a
> differences-in-differences approach, 
> AWARDS = a + b(Nev) + c(post1995) + d(Nev)(post1995) +
> f(control variables) + e
>
> I get a small and statistically non-significant change
> in damage awards.
>
> I would like to know whether there was a statistically
> significant change in the variance in AWARDS.  In
> other words, did the rule reduce the variance in
> payouts, even if it did not change the mean.
>
> Thus, I am trying to do a diff-in-diff where I look at
> variance, not mean, of AWARDS.
>
> Have you ever confronted this problem?
>
> H
>
> --- Nick Cox <n.j.cox@durham.ac.uk> wrote:
>
>  
>
> > I don't know what underlies this, 
> > a scientific question or a worry 
> > about assumptions for some other 
> > procedure. 
> > Either way, have a look at Rupert 
> > G. Miller's "Beyond ANOVA". It may 
> > answer your question directly or 
> > indirectly. The reference is 
> > at [R] diagnostic plots. 
> > Nick 
> > n.j.cox@durham.ac.uk 
> > Hyun Yoon
> >
> >    
> >
> > > Following up on my earlier query, has anyone come
> > > across a way to do a nonparametric test for
> > >      
> > variance? 
> >    
> >
> > > Thanks to Scott, I am aware that Stata can do this
> > > when testing for signficiance the difference in
> > > variance between two groups (e.g., Group A and
> > >      
> > Group
> >    
> >
> > > B), using sdtest or robvar.  
> > > But my question is slightly more complicated: I
> > >      
> > would
> >    
> >
> > > like to test whether the difference in variance
> > > between two sets of groups (Group A1 and B1; Group
> > >      
> > A2
> >    
> >
> > > and B2) is significant.   
> > > I posed this question to Statatech directly, and
> > >      
> > they
> >    
> >
> > > were unaware of any way to do this nonparametric
> > >      
> > test
> >    
> >
> > > on Stata.  
> > >      
> > *
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> >
> >    
>
>
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